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FDD vs. EPOL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

FDD vs. EPOL

Last updated Jun 13, 2026

FDD (First Trust STOXX European Select Dividend Index Fund) and EPOL (iShares MSCI Poland ETF) are both Europe Equities funds - FDD tracks the STOXX Europe Select Dividend 30 while EPOL tracks the MSCI Poland Investable Market Index. Both are passively managed. Over the past 10 years, FDD returned 10.93%/yr vs 12.21%/yr for EPOL. A 0.65 correlation means they provide meaningful diversification when combined. FDD charges 0.58%/yr vs 0.61%/yr for EPOL.

Performance

FDD vs. EPOL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust STOXX European Select Dividend Index Fund (FDD) and iShares MSCI Poland ETF (EPOL). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FDD achieves a 13.65% return, which is significantly lower than EPOL's 16.37% return. Over the past 10 years, FDD has underperformed EPOL with an annualized return of 10.93%, while EPOL has yielded a comparatively higher 12.21% annualized return.

FDD

1D
0.81%
1M
1.95%
YTD
13.65%
6M
17.76%
1Y
33.45%
3Y*
26.21%
5Y*
11.32%
10Y*
10.93%

EPOL

1D
0.96%
1M
3.49%
YTD
16.37%
6M
20.25%
1Y
40.61%
3Y*
36.58%
5Y*
17.10%
10Y*
12.21%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FDD vs. EPOL - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
FDD
First Trust STOXX European Select Dividend Index Fund		13.65%62.50%0.28%14.16%-16.14%16.03%-3.80%23.79%-8.98%19.07%
EPOL
iShares MSCI Poland ETF		16.37%77.34%-2.61%50.70%-24.62%12.21%-8.38%-6.13%-13.76%52.43%

Correlation

The correlation between FDD and EPOL is 0.70, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.70

Correlation (3Y)
Calculated over the trailing 3-year period

0.66

Correlation (5Y)
Calculated over the trailing 5-year period

0.70

Correlation (10Y)
Calculated over the trailing 10-year period

0.67

Correlation (All Time)
Calculated using the full available price history since May 26, 2010

0.65

The correlation between FDD and EPOL has been stable across timeframes, ranging from 0.65 to 0.70 - a consistent structural relationship.

FDD vs. EPOL - Sectors Allocation Comparison

Sectors
FDD
EPOL

Financial Services

52.2%
45.6%

Industrials

12.5%
1.7%

Consumer Cyclical

12.3%
12.4%

Energy

10.8%
14.6%

Utilities

6.0%
5.1%

Consumer Defensive

3.7%
5.5%

Real Estate

3.5%

-

Basic Materials

2.9%
6.6%

Communication Services

2.1%
6.3%

Healthcare

-

0.3%

Technology

-

1.9%

Financial Services

FDD
52.2%
EPOL
45.6%

Industrials

FDD
12.5%
EPOL
1.7%

Consumer Cyclical

FDD
12.3%
EPOL
12.4%

Energy

FDD
10.8%
EPOL
14.6%

Utilities

FDD
6.0%
EPOL
5.1%

Consumer Defensive

FDD
3.7%
EPOL
5.5%

Real Estate

FDD
3.5%
EPOL

-

Basic Materials

FDD
2.9%
EPOL
6.6%

Communication Services

FDD
2.1%
EPOL
6.3%

Healthcare

FDD

-

EPOL
0.3%

Technology

FDD

-

EPOL
1.9%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

First Trust STOXX European Select Dividend Index Fund

iShares MSCI Poland ETF

Often compared with FDD:
FDD vs. EUFNFDD vs. FLAXFDD vs. VTIFDD vs. RFEUFDD vs. IQDFFDD vs. DVYFDD vs. IEUR
Often compared with EPOL:
EPOL vs. SPYEPOL vs. EWQEPOL vs. IBCJ.DEEPOL vs. EIRLEPOL vs. EWWEPOL vs. EWPEPOL vs. EWK

Return for Risk

FDD vs. EPOL — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
FDD
FDD Risk / Return Rank: 7575
Overall Rank
FDD Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
FDD Sortino Ratio Rank: 7575
Sortino Ratio Rank
FDD Omega Ratio Rank: 7171
Omega Ratio Rank
FDD Calmar Ratio Rank: 7979
Calmar Ratio Rank
FDD Martin Ratio Rank: 7373
Martin Ratio Rank
EPOL
EPOL Risk / Return Rank: 6363
Overall Rank
EPOL Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
EPOL Sortino Ratio Rank: 6060
Sortino Ratio Rank
EPOL Omega Ratio Rank: 5353
Omega Ratio Rank
EPOL Calmar Ratio Rank: 8181
Calmar Ratio Rank
EPOL Martin Ratio Rank: 6464
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

FDD vs. EPOL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust STOXX European Select Dividend Index Fund (FDD) and iShares MSCI Poland ETF (EPOL). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

FDDEPOLDifference
Sharpe ratioReturn per unit of total volatility
2.11
1.73

+0.38

Sortino ratioReturn per unit of downside risk
2.91
2.43

+0.48

Omega ratioGain probability vs. loss probability

1.36

1.29

+0.07

Calmar ratioReturn relative to maximum drawdown

3.58

3.69

-0.12

Martin ratioReturn relative to average drawdown

11.88

10.10

+1.77

FDD vs. EPOL - Sharpe Ratio Comparison

The current FDD Sharpe Ratio is 2.11, which is comparable to the EPOL Sharpe Ratio of 1.73. The chart below compares the historical Sharpe Ratios of FDD and EPOL, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Drawdowns

FDD vs. EPOL - Drawdown Comparison

The maximum FDD drawdown since its inception was -74.77%, which is greater than EPOL's maximum drawdown of -63.72%. Use the drawdown chart below to compare losses from any high point for FDD and EPOL.

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Drawdown Indicators

FDDEPOLDifference

Max Drawdown

Largest peak-to-trough decline

-74.77%

-63.72%

-11.05%

Max Drawdown (1Y)

Largest decline over 1 year

-9.39%

-11.04%

+1.65%

Max Drawdown (3Y)

Largest decline over 3 years

-13.06%

-21.81%

+8.75%

Max Drawdown (5Y)

Largest decline over 5 years

-35.11%

-54.21%

+19.10%

Max Drawdown (10Y)

Largest decline over 10 years

-41.43%

-61.41%

+19.98%

Current Drawdown

Current decline from peak

-0.40%

0.00%

-0.40%

Average Drawdown

Average peak-to-trough decline

-35.41%

-26.85%

-8.56%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.83%

4.04%

-1.21%

Volatility

FDD vs. EPOL - Volatility Comparison

The current volatility for First Trust STOXX European Select Dividend Index Fund (FDD) is 5.91%, while iShares MSCI Poland ETF (EPOL) has a volatility of 8.08%. This indicates that FDD experiences smaller price fluctuations and is considered to be less risky than EPOL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

FDDEPOLDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.91%

8.08%

-2.17%

Volatility (6M)

Calculated over the trailing 6-month period

12.98%

18.16%

-5.18%

Volatility (1Y)

Calculated over the trailing 1-year period

15.93%

23.57%

-7.64%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.48%

29.14%

-10.66%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.16%

27.66%

-7.50%

FDD vs. EPOL - Expense Ratio Comparison

FDD has a 0.58% expense ratio, which is lower than EPOL's 0.61% expense ratio.

Dividends

FDD vs. EPOL - Dividend Comparison

FDD's dividend yield for the trailing twelve months is around 3.48%, less than EPOL's 4.11% yield.

PositionTTM20252024202320222021202020192018201720162015
EPOL
iShares MSCI Poland ETF		4.11%4.78%6.04%2.87%2.65%1.33%1.44%2.51%1.44%1.88%2.14%2.53%
FDD
First Trust STOXX European Select Dividend Index Fund		3.48%3.99%7.65%6.85%6.07%3.44%4.01%4.69%5.05%2.78%4.88%4.35%

Frequently Asked Questions

FDD and EPOL have a correlation of 0.70, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

EPOL has higher volatility (8.08%) compared to FDD (5.91%). In terms of maximum drawdown, FDD dropped -74.77% vs EPOL's -63.72%.

On 10-year performance, EPOL leads with 12.21% vs 10.93% for FDD. On fees, FDD is cheaper at 0.58% per year. On volatility, FDD has been the lower-risk option at 5.91%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, EPOL has performed better with a 12.21% return vs 10.93%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

FDD is cheaper with a 0.58% expense ratio, compared with 0.61% for EPOL.

EPOL has the higher dividend yield at 4.11%, compared with 3.48% for FDD.

FDD tracks STOXX Europe Select Dividend 30, while EPOL tracks MSCI Poland Investable Market Index. They also come from different issuers: First Trust and iShares. Their fees differ too: 0.58% for FDD and 0.61% for EPOL.

FDD currently has the higher Sharpe Ratio (2.11 vs 1.73), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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